Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49424.5 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45362.96 Kr¶

PnL: ---------------------------------------> 306.96 Kr¶

DD now: ---------------------------------> -6.958 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:18:28.273060'

Anic Portfolio¶

Today¶

Return: -0.591 %¶

This Week¶

Return: 0.246 %¶

Total portfolio value¶

Return including deposits: 61.803 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 -0.120000 2199.600000 156.600000 7.670000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.300000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 -0.940000 1010.400000 49.400000 5.140000 960.999996
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
VEF 909 -1.140000 1887.080000 37.080000 2.000000 1850.000436
JM 6 -0.330000 899.400000 35.400000 4.100000 864.000000
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Hexatronic Group 12 -0.020000 1001.520000 34.520000 3.570000 966.999996
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Hoist Finance 35 -0.340000 1013.250000 33.250000 3.390000 980.000000
OX2 13 2.380000 977.600000 27.600000 2.910000 949.999999
Bilia A 8 0.350000 919.200000 19.200000 2.130000 900.000000
BioGaia B 8 -0.510000 945.600000 15.600000 1.680000 930.000000
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
HEXPOL B 9 0.610000 1034.100000 13.100000 1.280000 1020.999996
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Byggmax Group 33 -0.610000 967.560000 11.560000 1.210000 956.000001
Clas Ohlson B 12 -0.980000 974.400000 1.400000 0.140000 972.999996
AcadeMedia 8 -0.790000 403.200000 1.200000 0.300000 402.000000
ASSA ABLOY B 3 -0.650000 774.600000 -4.400000 -0.560000 779.000001
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Addnode Group B 11 -0.370000 898.700000 -22.300000 -2.420000 921.000003
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
SKF B 5 -0.140000 917.000000 -23.000000 -2.450000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.670000 1182.000000 -36.000000 -2.960000 1218.000000
Latour B 4 -0.540000 811.600000 -45.400000 -5.300000 857.000000
Vitec Software Group B 2 -1.700000 1041.000000 -46.000000 -4.230000 1087.000000
Bufab 3 -0.910000 1041.000000 -68.000000 -6.130000 1109.000001
Hexagon B 26 -1.590000 3378.700000 -82.300000 -2.380000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45362.960000 306.960000 -6.9575% 45056.000411

Updated:¶

'2023-07-05 10:18:45.140962'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶